I actually made an automatically updating chart for this using FRED data: http://financial-charts.effingapp.com
TLDR: The correlation did go down a bit since publishing but still seems alright.
I actually made an automatically updating chart for this using FRED data: http://financial-charts.effingapp.com
TLDR: The correlation did go down a bit since publishing but still seems alright.
This is awesome. Would it be possible for you to extend the spx 10 year return line with a greyed out or dotted line from 2007 onwards that shows the running annualized return so far? So for example for 2012 it would show the spx annualized return from 2012 to 2017.
Thanks for this. Can you also add a way to change the window for S&P returns from 10 years to other time windows? It'd be interesting to see how the plot changes with adjustments to the window.
I remember looking at other time windows, anything 5 years or below wasn't great.
this is great! you should add shaded areas for official recession periods, it's pretty easy to find:
https://fred.stlouisfed.org/series/JHDUSRGDPBR
I saw lot's of suggestions above, how about making it on github so anyone can hack it?
Just found its repository here: https://github.com/effinggames/financial-charts